+261.5%
NVT vs FGI
-68.3%
+329.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.9% | -2.1% | +3.7% |
| 7D | +3.5% | +6.9% | -3.4% | +3.4% |
| 30D | -28.2% | +3.9% | -32.1% | -28.2% |
| 3M | -30.1% | +74.3% | -104.3% | -31.2% |
| 6M | -32.5% | +28.9% | -61.4% | -33.4% |
| YTD | +15.2% | +39.1% | -23.9% | +12.5% |
| 1Y | +7.2% | +49.3% | -42.1% | +4.7% |
| 3Y | +134.2% | +5.7% | +128.5% | +129.9% |
| All | +261.5% | -68.3% | +329.8% | +262.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling